Asymptotic expansions of moments and cumulants

Statistics and Computing

Volumn 11, Issue 1, 2001, Pages 7-16

  Andrews, D F ^a  

^a UNIVERSITY OF TORONTO   (Canada)

Author keywords

Asymptotic expansions; Bootstrap estimation; Cumulants; k statistics; Symbolic computation

Indexed keywords

EID: 0042784769     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1026549630364     Document Type: Article

References (9)

1. Andrews D.F. and Stafford J.E. 1993. Tools for the symbolic computation of asymptotic expansions. J. Royal Statist. Soc. B55: 613-622.
2. Andrews D.F. and Stafford J.E. 1998. Iterated full partitions. Statistics and Computing 8: 189-192.
3. Brillinger D.R. Time Series: Data Analysis and Theory. Holt Rinehart and Winston, New York.
4. Efron B. and Tibshirani R. 1993. An Introduction to the Bootstrap. Chapman Hall, New York.
5. Fisher R.A. 1928. Moments and product moments of sampling distributions. Proc. London Math. Soc. 30: 199-238.
6. Hall P. 1992. The Bootstrap and Edgeworth Expansion. Springer-Verglag, New York.
7. McCullagh P. 1987. Tensor Methods in Statistics. Chapman Hall, London.
8. McCullagh P. and Pregibon D. 1987. k-Statistics and dispersion effects in regression. Annals of Statistics. 15: 202-219.
9. Stafford J.E. and Andrews D.E. 1993. A symbolic algorithm for studying adjustments to the profile likelihood. Biometrika 80: 715-730.